DynamicTrend

Portfolio Overview

Campbell's Dynamic Trend Portfolio is designed to identify and follow trends occurring within a variety of global markets and asset classes. It leverages the same market-based trend-following strategies that are traded as a core part of Campbell's flagship Managed Futures Portfolio, which began trading in 1972. The portfolio uses a tiered, bottom-up approach to portfolio construction that forces diversification along key risk dimensions. The portfolio is also designed to be lowly correlated to traditional investments.

Portfolio Objectives

The Dynamic Trend Portfolio seeks to generate attractive risk-adjusted returns by exploiting the tendency of asset markets to exhibit persistent trends. The Dynamic Trend Portfolio is diversified across approximately 80 global futures and forward markets and can be either long or short, resulting in historically low long-term correlation to traditional investments. The Dynamic Trend Portfolio inherits its forecasting methods, risk management processes, and execution capabilities from Campbell’s flagship managed futures portfolio.

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PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THE POTENTIAL FOR PROFIT IS ACCOMPANIED BY THE RISK OF LOSS. The information contained here is intended for use by investment professionals or sophisticated investors, such as institutions qualified to open a separately managed account. This information is provided for informational purposes only and does not constitute an offer or solicitation, and should not be construed as such. Investments in managed futures may only be offered when accompanied by additional information and disclosures on risks, charges and liquidity. Managed futures employ leverage; they are speculative investments that are subject to a significant amount of market risk and can be subject to substantial fees. There can be no guarantee that the programs objective will be met. Managed Futures are not appropriate for all investors and you should carefully consider whether such trading is suitable for your financial situation. Please refer to the Risk Disclosure Document.

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Harvesting Global Carry

The Taming of the Skew

An Introduction to Global Carry

2016 About Unsung Heroes

Quantifying CTA Risk Management

Return Dispersion - Counterintuitive Correlation

Deconstructing Futures Returns: The Role of Roll Yield

Prospects For CTAs in a Rising Interest Rate Environment

Challenging the Constant Leverage Paradigm

Crisis Alpha Everywhere

Capital Efficiency with Managed Futures

The Trend Spectrum

When the Trend Ends

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